Anic Equity

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Total return since start: 0.407 %

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Equity now: -----------------------------> 42969.69 Kr

Max Equity ever reached: ------------> 44828.59 Kr

Portfolio value: --------------------------> 0.0 Kr

PnL: ---------------------------------------> 0.0 Kr

DD now: ---------------------------------> -4.147 %

Max portfolio DD since start: ----> -13.025 %

Anic Portfolio

This Week

Return: 0.0 %

Anic Portfolio

Total

Return: 40.672 %

Benchmark comparison TODAY

OMXS30
DJUS
NDX
DAX
W1IDU

---------------------------------------------------------------------------
IndexError                                Traceback (most recent call last)
~\AppData\Local\Temp/ipykernel_17164/1877232943.py in <module>
     23 At = pd.to_datetime(Anic.date)
     24 
---> 25 ax.plot(At, 100*(Anic.Equity/Anic.iloc[0].Equity-1), label='Anic', c='r')
     26 ax.set_ylabel('Return %')
     27 ax.set_xlabel('Time')

~\Anaconda3\envs\AnicTrading\lib\site-packages\pandas\core\indexing.py in __getitem__(self, key)
    929 
    930             maybe_callable = com.apply_if_callable(key, self.obj)
--> 931             return self._getitem_axis(maybe_callable, axis=axis)
    932 
    933     def _is_scalar_access(self, key: tuple):

~\Anaconda3\envs\AnicTrading\lib\site-packages\pandas\core\indexing.py in _getitem_axis(self, key, axis)
   1564 
   1565             # validate the location
-> 1566             self._validate_integer(key, axis)
   1567 
   1568             return self.obj._ixs(key, axis=axis)

~\Anaconda3\envs\AnicTrading\lib\site-packages\pandas\core\indexing.py in _validate_integer(self, key, axis)
   1498         len_axis = len(self.obj._get_axis(axis))
   1499         if key >= len_axis or key < -len_axis:
-> 1500             raise IndexError("single positional indexer is out-of-bounds")
   1501 
   1502     # -------------------------------------------------------------------

IndexError: single positional indexer is out-of-bounds

Benchmark comparison

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return

Anic Portfolio Holdings

	volume	value	profit	profitPercent	acquiredValue
name
TOTAL		0.0	0.0	-4.14668%	0.0

Updated:

'2022-10-13 23:58:46.219137'

None

Last optimization/rebalancing:

'2022-09-29'

Next optimization/rebalancing:

'2022-11-08'

In or Out of market? In if Signal > -10, else out of market!

Walk forward test results - depending on starting day

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %.

Walk forward test results - Distribution of maximal drawdowns

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.